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Cross-Asset Risk Premia Research – Quantitative Strategist – Vice President

ExperiencedNo visa sponsorship
J.P. Morgan logo

at J.P. Morgan

Bulge Bracket Investment Banks

Posted 15 days ago

No clicks

**Join J.P. Morgan's Global Research team as a Vice President Quantitative Strategist, driving cutting-edge cross-asset risk premia research and systematic strategies.** Conduct innovative research, create dedicated publications, and collaborate with internal teams. Present findings to external clients and participate in client meetings. Required: Master's/Ph.D. in a quantitative field, strong quantitative skills, relevant experience, Python proficiency, and machine learning/big data knowledge. Preferred: Fixed income/credit strategies experience.

Compensation
Not specified

Currency: Not specified

City
Not specified
Country
United Kingdom

Full Job Description

Location: LONDON, LONDON, United Kingdom

Join J.P. Morgan's Global Research team as a Vice President Quantitative Strategist, where your expertise will contribute to cutting-edge research and systematic strategies. Collaborate with internal teams and present insights to external clients, leveraging your strong quantitative skills and analytical mindset. 

As a Vice President Quantitative Strategist within our Cross-Asset Risk Premia Research team, you will conduct innovative research in cross-asset risk premia strategies, contribute to research publications, and collaborate with internal sales and structuring teams. Your role will involve presenting to external clients and participating in client meetings.

Job Responsibilities:

  • Conduct innovative research in cross-asset risk premia strategies.
  • Contribute to and originate periodic and dedicated research publications focused on systematic strategies.
  • Collaborate with internal sales and structuring teams.
  • Present research findings to external clients and participate in client meetings.

 

Required Qualifications, Capabilities, and Skills:

  • Masters or Ph.D. degree in a quantitative subject.
  • Strong quantitative and analytical skills.
  • Previous experience in a research or structuring department of an investment bank or relevant buy-side experience. 
  • Excellent coding skills in Python.
  • In-depth knowledge of machine learning and big data.
  • Strong communication, presentation, and writing skills.
  • Team-player attitude.

 

Preferred Qualifications, Capabilities, and Skills: 

  • Previous experience in quant fixed income and/or credit strategies is a plus.

 

This role encompasses the performance of UK regulated activity. The successful candidate will therefore be subject to meeting UK regulatory requirements in the assessment of fitness, propriety, knowledge and competence (as assessed by the Firm) and (where appropriate) approval by the UK Financial Conduct Authority and/or the Prudential Regulation Authority to carry out such activities.  

We are looking for Vice President Quantitative Strategist to join our Cross-Asset Risk Premia Research team.

Cross-Asset Risk Premia Research – Quantitative Strategist – Vice President

Compensation

Not specified

City: Not specified

Country: United Kingdom

J.P. Morgan logo
Bulge Bracket Investment Banks

15 days ago

No clicks

at J.P. Morgan

ExperiencedNo visa sponsorship

**Join J.P. Morgan's Global Research team as a Vice President Quantitative Strategist, driving cutting-edge cross-asset risk premia research and systematic strategies.** Conduct innovative research, create dedicated publications, and collaborate with internal teams. Present findings to external clients and participate in client meetings. Required: Master's/Ph.D. in a quantitative field, strong quantitative skills, relevant experience, Python proficiency, and machine learning/big data knowledge. Preferred: Fixed income/credit strategies experience.

Full Job Description

Location: LONDON, LONDON, United Kingdom

Join J.P. Morgan's Global Research team as a Vice President Quantitative Strategist, where your expertise will contribute to cutting-edge research and systematic strategies. Collaborate with internal teams and present insights to external clients, leveraging your strong quantitative skills and analytical mindset. 

As a Vice President Quantitative Strategist within our Cross-Asset Risk Premia Research team, you will conduct innovative research in cross-asset risk premia strategies, contribute to research publications, and collaborate with internal sales and structuring teams. Your role will involve presenting to external clients and participating in client meetings.

Job Responsibilities:

  • Conduct innovative research in cross-asset risk premia strategies.
  • Contribute to and originate periodic and dedicated research publications focused on systematic strategies.
  • Collaborate with internal sales and structuring teams.
  • Present research findings to external clients and participate in client meetings.

 

Required Qualifications, Capabilities, and Skills:

  • Masters or Ph.D. degree in a quantitative subject.
  • Strong quantitative and analytical skills.
  • Previous experience in a research or structuring department of an investment bank or relevant buy-side experience. 
  • Excellent coding skills in Python.
  • In-depth knowledge of machine learning and big data.
  • Strong communication, presentation, and writing skills.
  • Team-player attitude.

 

Preferred Qualifications, Capabilities, and Skills: 

  • Previous experience in quant fixed income and/or credit strategies is a plus.

 

This role encompasses the performance of UK regulated activity. The successful candidate will therefore be subject to meeting UK regulatory requirements in the assessment of fitness, propriety, knowledge and competence (as assessed by the Firm) and (where appropriate) approval by the UK Financial Conduct Authority and/or the Prudential Regulation Authority to carry out such activities.  

We are looking for Vice President Quantitative Strategist to join our Cross-Asset Risk Premia Research team.